NYMEX Natural Gas Future March 2021
| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
3.232 |
3.172 |
-0.060 |
-1.9% |
3.079 |
| High |
3.261 |
3.218 |
-0.043 |
-1.3% |
3.261 |
| Low |
3.183 |
3.147 |
-0.036 |
-1.1% |
3.047 |
| Close |
3.200 |
3.212 |
0.012 |
0.4% |
3.200 |
| Range |
0.078 |
0.071 |
-0.007 |
-9.0% |
0.214 |
| ATR |
0.078 |
0.077 |
0.000 |
-0.6% |
0.000 |
| Volume |
25,299 |
29,706 |
4,407 |
17.4% |
124,688 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.405 |
3.380 |
3.251 |
|
| R3 |
3.334 |
3.309 |
3.232 |
|
| R2 |
3.263 |
3.263 |
3.225 |
|
| R1 |
3.238 |
3.238 |
3.219 |
3.251 |
| PP |
3.192 |
3.192 |
3.192 |
3.199 |
| S1 |
3.167 |
3.167 |
3.205 |
3.180 |
| S2 |
3.121 |
3.121 |
3.199 |
|
| S3 |
3.050 |
3.096 |
3.192 |
|
| S4 |
2.979 |
3.025 |
3.173 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.811 |
3.720 |
3.318 |
|
| R3 |
3.597 |
3.506 |
3.259 |
|
| R2 |
3.383 |
3.383 |
3.239 |
|
| R1 |
3.292 |
3.292 |
3.220 |
3.338 |
| PP |
3.169 |
3.169 |
3.169 |
3.192 |
| S1 |
3.078 |
3.078 |
3.180 |
3.124 |
| S2 |
2.955 |
2.955 |
3.161 |
|
| S3 |
2.741 |
2.864 |
3.141 |
|
| S4 |
2.527 |
2.650 |
3.082 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.261 |
3.047 |
0.214 |
6.7% |
0.095 |
3.0% |
77% |
False |
False |
26,356 |
| 10 |
3.261 |
3.017 |
0.244 |
7.6% |
0.087 |
2.7% |
80% |
False |
False |
23,965 |
| 20 |
3.261 |
3.017 |
0.244 |
7.6% |
0.078 |
2.4% |
80% |
False |
False |
23,171 |
| 40 |
3.261 |
2.807 |
0.454 |
14.1% |
0.070 |
2.2% |
89% |
False |
False |
20,143 |
| 60 |
3.261 |
2.660 |
0.601 |
18.7% |
0.064 |
2.0% |
92% |
False |
False |
16,935 |
| 80 |
3.261 |
2.653 |
0.608 |
18.9% |
0.060 |
1.9% |
92% |
False |
False |
15,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.520 |
|
2.618 |
3.404 |
|
1.618 |
3.333 |
|
1.000 |
3.289 |
|
0.618 |
3.262 |
|
HIGH |
3.218 |
|
0.618 |
3.191 |
|
0.500 |
3.183 |
|
0.382 |
3.174 |
|
LOW |
3.147 |
|
0.618 |
3.103 |
|
1.000 |
3.076 |
|
1.618 |
3.032 |
|
2.618 |
2.961 |
|
4.250 |
2.845 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.202 |
3.209 |
| PP |
3.192 |
3.207 |
| S1 |
3.183 |
3.204 |
|